Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 0.732104 0.832569 0.947958 1.091718 1.268058 1.480038 1.758416
2024-11-03 0.650579 0.782295 0.946477 1.170988 1.478052 1.896312 2.534150
2024-11-10 0.599623 0.754265 0.960529 1.266338 1.728550 2.440211 3.713086
2024-11-17 0.541888 0.705930 0.936787 1.302666 1.905679 2.945127 5.127037
2024-11-24 0.491509 0.659126 0.905901 1.320385 2.059407 3.479550 7.006043
2024-12-01 0.435281 0.595813 0.839926 1.267850 2.078057 3.776993 8.661853
2024-12-08 0.389828 0.542906 0.782194 1.217574 2.087518 4.067145 10.669213
2024-12-15 0.368128 0.523774 0.775608 1.256171 2.287202 4.915469 15.914943
2024-12-22 0.359080 0.523321 0.799688 1.357263 2.661729 6.516350 29.230838
2024-12-29 0.341788 0.507184 0.793909 1.398064 2.914490 8.011109 50.941686
2025-01-05 0.323104 0.486605 0.777131 1.412224 3.107549 9.532609 90.674336
2025-01-12 0.304084 0.463528 0.752661 1.404488 3.239445 11.001652 166.429936
2025-01-19 0.280630 0.431805 0.710331 1.353770 3.245013 12.034299 302.255295
2025-01-26 0.269900 0.421833 0.709317 1.401749 3.597765 15.785424 1799.343734
2025-02-02 0.262493 0.417131 0.718240 1.477555 4.105067 22.375524 NaN
2025-02-09 0.250042 0.401800 0.703089 1.487336 4.376375 28.412886 NaN
2025-02-16 0.237686 0.385567 0.684052 1.482621 4.593333 35.426237 NaN
2025-02-23 0.221024 0.359774 0.641528 1.403020 4.432385 36.643388 NaN
2025-03-02 0.206494 0.337220 0.604206 1.332804 4.290699 38.026415 NaN
2025-03-09 0.200443 0.330849 0.602264 1.367183 4.694564 53.868858 NaN
2025-03-16 0.199220 0.333901 0.621984 1.473441 5.594345 104.036468 NaN
2025-03-23 0.193922 0.328258 0.620781 1.513236 6.166796 175.009778 NaN
2025-03-30 0.187434 0.319680 0.611620 1.524544 6.579127 282.965840 NaN